+29.6%
SNOW vs PBF
+1,156.2%
-1,126.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -2.4% | +5.3% | -7.8% | -2.7% |
| 30D | -1.0% | +11.7% | -12.7% | -1.7% |
| 3M | +36.9% | +91.1% | -54.2% | +31.5% |
| 6M | +83.4% | +88.4% | -5.1% | +75.8% |
| YTD | +50.0% | +194.1% | -144.1% | +39.8% |
| 1Y | +46.5% | +180.4% | -133.9% | +36.6% |
| 3Y | +93.3% | +59.3% | +34.0% | +80.6% |
| 5Y | +3.3% | +816.3% | -813.0% | -4.6% |
| All | +29.6% | +1,156.2% | -1,126.7% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling